East West Bancorp Inc (EWBC)
97.81
+1.34
(+1.39%)
USD |
NASDAQ |
Nov 05, 10:36
East West Bancorp Max Drawdown (5Y): 67.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.67% |
| September 30, 2024 | 67.67% |
| August 31, 2024 | 67.67% |
| July 31, 2024 | 67.67% |
| June 30, 2024 | 67.67% |
| May 31, 2024 | 67.67% |
| April 30, 2024 | 67.67% |
| March 31, 2024 | 67.67% |
| February 29, 2024 | 67.67% |
| January 31, 2024 | 67.67% |
| December 31, 2023 | 67.67% |
| November 30, 2023 | 67.67% |
| October 31, 2023 | 67.67% |
| September 30, 2023 | 67.67% |
| August 31, 2023 | 67.67% |
| July 31, 2023 | 67.67% |
| June 30, 2023 | 67.67% |
| May 31, 2023 | 67.67% |
| April 30, 2023 | 67.67% |
| March 31, 2023 | 67.67% |
| February 28, 2023 | 67.67% |
| January 31, 2023 | 67.67% |
| December 31, 2022 | 67.67% |
| November 30, 2022 | 67.67% |
| October 31, 2022 | 67.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.67% |
| August 31, 2022 | 67.67% |
| July 31, 2022 | 67.67% |
| June 30, 2022 | 67.67% |
| May 31, 2022 | 67.67% |
| April 30, 2022 | 67.67% |
| March 31, 2022 | 67.67% |
| February 28, 2022 | 67.67% |
| January 31, 2022 | 67.67% |
| December 31, 2021 | 67.67% |
| November 30, 2021 | 67.67% |
| October 31, 2021 | 67.67% |
| September 30, 2021 | 67.67% |
| August 31, 2021 | 67.67% |
| July 31, 2021 | 67.67% |
| June 30, 2021 | 67.67% |
| May 31, 2021 | 67.67% |
| April 30, 2021 | 67.67% |
| March 31, 2021 | 67.67% |
| February 28, 2021 | 67.67% |
| January 31, 2021 | 67.67% |
| December 31, 2020 | 67.67% |
| November 30, 2020 | 67.67% |
| October 31, 2020 | 67.67% |
| September 30, 2020 | 67.67% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
46.96%
Minimum
Nov 2019
67.67%
Maximum
Apr 2020
66.21%
Average
67.67%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| Fulton Financial Corp | 49.38% |
| Huntington Bancshares Inc | 55.00% |
| Wells Fargo & Co | 64.47% |
| Cathay General Bancorp | 55.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.033 |
| Beta (5Y) | 1.268 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.07% |
| Historical Sharpe Ratio (5Y) | 0.4479 |
| Historical Sortino (5Y) | 0.6657 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.27% |